Volume 54, Issue 4

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November 2013

Special Issue on Structural Break: Celebrating Walter Krämer's 65th birthday

Issue Editors:

Philipp Sibbertsen,
Rafael Weißbach

14 articles in this issue

Editors’ introduction
Philipp Sibbertsen
Rafael Weißbach
Editorial 28 June 2013 Pages: 907 - 909
When bubbles burst: econometric tests based on structural breaks
Jörg Breitung
Robinson Kruse
Regular Article 09 January 2013 Pages: 911 - 930
A toolbox of permutation tests for structural change
Achim Zeileis
Torsten Hothorn
Regular Article 09 February 2013 Pages: 931 - 954
On the application of new tests for structural changes on global minimum-variance portfolios
Dominik Wied
Daniel Ziggel
Tobias Berens
Regular Article 17 March 2013 Pages: 955 - 975
Fractional integration versus level shifts: the case of realized asset correlations
Philip Bertram
Robinson Kruse
Philipp Sibbertsen
Regular Article 22 March 2013 Pages: 977 - 991
Consistent estimation for discretely observed Markov jump processes with an absorbing state
Alexander Kremer
Rafael Weißbach
Regular Article 23 March 2013 Pages: 993 - 1007
Rate-optimal tests for jumps in diffusion processes
Taesuk Lee
Mico Loretan
Werner Ploberger
Regular Article 18 July 2013 Pages: 1009 - 1041
Nonlinear IV panel unit root testing under structural breaks in the error variance
Matei Demetrescu
Christoph Hanck
Regular Article 13 February 2013 Pages: 1043 - 1066
Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test
Badi H. Baltagi
Chihwa Kao
Sanggon Na
Regular Article 31 January 2013 Pages: 1067 - 1094
EEG in the diagnostics of Alzheimer’s disease
M. Waser
M. Deistler
R. Schmidt
Regular Article 14 June 2013 Pages: 1095 - 1107
Let us do the twist again
Oskar Maria Baksalary
Götz Trenkler
Erkki Liski
Regular Article Open access 17 March 2013 Pages: 1109 - 1119
On moment indeterminacy of the Benini income distribution
Christian Kleiber
Regular Article 23 June 2013 Pages: 1121 - 1130
Reducing confidence bands for simulated impulse responses
Helmut Lütkepohl
Regular Article 13 March 2013 Pages: 1131 - 1145
Julio Angel Pardo Llorente, 1960–2013 (Associate Editor of Statistical Papers)
Leandro Pardo
María del Carmen Pardo
Obituary 04 August 2013 Pages: 1147 - 1149

Volume 54, Issue 4

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